-31.5%
XYL vs LH
+44.2%
-75.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.9% | +1.0% | +4.3% |
| 7D | +14.5% | +2.1% | +12.4% | +14.0% |
| 30D | -1.3% | +19.2% | -20.5% | -5.0% |
| 3M | -17.0% | +18.0% | -35.0% | -19.9% |
| 6M | -11.3% | +46.1% | -57.4% | -19.4% |
| YTD | -25.0% | +47.7% | -72.7% | -32.7% |
| 1Y | -31.5% | +47.2% | -78.8% | -38.5% |
| All | -31.5% | +44.2% | -75.8% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling